TY - JOUR
T1 - A unified and universal explanation for Lévy laws and 1/f noises
AU - Eliazar, Iddo
AU - Klafter, Joseph
PY - 2009/7/28
Y1 - 2009/7/28
N2 - Lévy laws and 1/f noises are shown to emerge uniquely and universally from a general model of systems which superimpose the transmissions of many independent stochastic signals. The signals are considered to follow, statistically, a common - yet arbitrary - generic signal pattern which may be either stationary or dissipative. Each signal is considered to have its own random transmission amplitude and frequency. We characterize the amplitude-frequency randomizations which render the system output's stationary law and power-spectrum universal - i.e., independent of the underlying generic signal pattern. The classes of universal stationary laws and power spectra are shown to coincide, respectively, with the classes of Lévy laws and 1/f noises - thus providing a unified and universal explanation for the ubiquity of these classes of "anomalous statistics" in various fields of science and engineering.
AB - Lévy laws and 1/f noises are shown to emerge uniquely and universally from a general model of systems which superimpose the transmissions of many independent stochastic signals. The signals are considered to follow, statistically, a common - yet arbitrary - generic signal pattern which may be either stationary or dissipative. Each signal is considered to have its own random transmission amplitude and frequency. We characterize the amplitude-frequency randomizations which render the system output's stationary law and power-spectrum universal - i.e., independent of the underlying generic signal pattern. The classes of universal stationary laws and power spectra are shown to coincide, respectively, with the classes of Lévy laws and 1/f noises - thus providing a unified and universal explanation for the ubiquity of these classes of "anomalous statistics" in various fields of science and engineering.
KW - Anomalous statistics
KW - Poissonian randomizations
KW - Shot noise
KW - Universality
UR - http://www.scopus.com/inward/record.url?scp=68149147541&partnerID=8YFLogxK
U2 - 10.1073/pnas.0900299106
DO - 10.1073/pnas.0900299106
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AN - SCOPUS:68149147541
SN - 0027-8424
VL - 106
SP - 12251
EP - 12254
JO - Proceedings of the National Academy of Sciences of the United States of America
JF - Proceedings of the National Academy of Sciences of the United States of America
IS - 30
ER -